PDF not Opening from Mail

I have just bought a new MacBook Air and upgraded to Microsoft 365.  I have some important PDF files to open which needs a password to open them.  When I click on the file an error message comes up saying "can't open file". Something went wrong and your file cannot be opened now. Please try again later.  It is not giving me an option to enter a password and there is no menu bar showing.  Have I not go my Mac set up right or can I not just click and open now.  Please help a real techno phobe.